ccxt 4.2.11 → 4.2.13

package/dist/cjs/js/src/pro/gate.js

@@ -0,0 +1,1316 @@
+'use strict';
+
+var gate$1 = require('../gate.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class gate extends gate$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchOrderBook': true,
+                'watchTicker': true,
+                'watchTickers': true,
+                'watchTrades': true,
+                'watchTradesForSymbols': true,
+                'watchMyTrades': true,
+                'watchOHLCV': true,
+                'watchBalance': true,
+                'watchOrders': true,
+                'watchPositions': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://ws.gate.io/v4',
+                    'spot': 'wss://api.gateio.ws/ws/v4/',
+                    'swap': {
+                        'usdt': 'wss://fx-ws.gateio.ws/v4/ws/usdt',
+                        'btc': 'wss://fx-ws.gateio.ws/v4/ws/btc',
+                    },
+                    'future': {
+                        'usdt': 'wss://fx-ws.gateio.ws/v4/ws/delivery/usdt',
+                        'btc': 'wss://fx-ws.gateio.ws/v4/ws/delivery/btc',
+                    },
+                    'option': {
+                        'usdt': 'wss://op-ws.gateio.live/v4/ws/usdt',
+                        'btc': 'wss://op-ws.gateio.live/v4/ws/btc',
+                    },
+                },
+                'test': {
+                    'swap': {
+                        'usdt': 'wss://fx-ws-testnet.gateio.ws/v4/ws/usdt',
+                        'btc': 'wss://fx-ws-testnet.gateio.ws/v4/ws/btc',
+                    },
+                    'future': {
+                        'usdt': 'wss://fx-ws-testnet.gateio.ws/v4/ws/usdt',
+                        'btc': 'wss://fx-ws-testnet.gateio.ws/v4/ws/btc',
+                    },
+                    'option': {
+                        'usdt': 'wss://op-ws-testnet.gateio.live/v4/ws/usdt',
+                        'btc': 'wss://op-ws-testnet.gateio.live/v4/ws/btc',
+                    },
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'OHLCVLimit': 1000,
+                'watchTradesSubscriptions': {},
+                'watchTickerSubscriptions': {},
+                'watchOrderBookSubscriptions': {},
+                'watchTicker': {
+                    'name': 'tickers', // or book_ticker
+                },
+                'watchOrderBook': {
+                    'interval': '100ms',
+                    'snapshotDelay': 10,
+                    'snapshotMaxRetries': 3,
+                },
+                'watchBalance': {
+                    'settle': 'usdt',
+                    'spot': 'spot.balances', // spot.margin_balances, spot.funding_balances or spot.cross_balances
+                },
+                'watchPositions': {
+                    'fetchPositionsSnapshot': true,
+                    'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
+                },
+            },
+            'exceptions': {
+                'ws': {
+                    'exact': {
+                        '2': errors.BadRequest,
+                        '4': errors.AuthenticationError,
+                        '6': errors.AuthenticationError,
+                        '11': errors.AuthenticationError,
+                    },
+                },
+            },
+        });
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string} symbol unified symbol of the market to fetch the order book for
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const marketId = market['id'];
+        const [interval, query] = this.handleOptionAndParams(params, 'watchOrderBook', 'interval', '100ms');
+        const messageType = this.getTypeByMarket(market);
+        const channel = messageType + '.order_book_update';
+        const messageHash = 'orderbook' + ':' + symbol;
+        const url = this.getUrlByMarket(market);
+        const payload = [marketId, interval];
+        if (limit === undefined) {
+            limit = 100;
+        }
+        if (market['contract']) {
+            const stringLimit = limit.toString();
+            payload.push(stringLimit);
+        }
+        const subscription = {
+            'symbol': symbol,
+            'limit': limit,
+        };
+        const orderbook = await this.subscribePublic(url, messageHash, payload, channel, query, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBookSubscription(client, message, subscription) {
+        const symbol = this.safeString(subscription, 'symbol');
+        const limit = this.safeInteger(subscription, 'limit');
+        this.orderbooks[symbol] = this.orderBook({}, limit);
+    }
+    handleOrderBook(client, message) {
+        //
+        // spot
+        //
+        //     {
+        //         "time": 1650189272,
+        //         "channel": "spot.order_book_update",
+        //         "event": "update",
+        //         "result": {
+        //             "t": 1650189272515,
+        //             "e": "depthUpdate",
+        //             "E": 1650189272,
+        //             "s": "GMT_USDT",
+        //             "U": 140595902,
+        //             "u": 140595902,
+        //             "b": [
+        //                 [ '2.51518', "228.119" ],
+        //                 [ '2.50587', "1510.11" ],
+        //                 [ '2.49944', "67.6" ],
+        //             ],
+        //             "a": [
+        //                 [ '2.5182', "4.199" ],
+        //                 [ "2.51926", "1874" ],
+        //                 [ '2.53528', "96.529" ],
+        //             ]
+        //         }
+        //     }
+        //
+        // swap
+        //
+        //     {
+        //         "id": null,
+        //         "time": 1650188898,
+        //         "channel": "futures.order_book_update",
+        //         "event": "update",
+        //         "error": null,
+        //         "result": {
+        //             "t": 1650188898938,
+        //             "s": "GMT_USDT",
+        //             "U": 1577718307,
+        //             "u": 1577719254,
+        //             "b": [
+        //                 { p: "2.5178", s: 0 },
+        //                 { p: "2.5179", s: 0 },
+        //                 { p: "2.518", s: 0 },
+        //             ],
+        //             "a": [
+        //                 { p: "2.52", s: 0 },
+        //                 { p: "2.5201", s: 0 },
+        //                 { p: "2.5203", s: 0 },
+        //             ]
+        //         }
+        //     }
+        //
+        const channel = this.safeString(message, 'channel');
+        const channelParts = channel.split('.');
+        const rawMarketType = this.safeString(channelParts, 0);
+        const isSpot = rawMarketType === 'spot';
+        const marketType = isSpot ? 'spot' : 'contract';
+        const delta = this.safeValue(message, 'result');
+        const deltaStart = this.safeInteger(delta, 'U');
+        const deltaEnd = this.safeInteger(delta, 'u');
+        const marketId = this.safeString(delta, 's');
+        const symbol = this.safeSymbol(marketId, undefined, '_', marketType);
+        const messageHash = 'orderbook:' + symbol;
+        const storedOrderBook = this.safeValue(this.orderbooks, symbol, this.orderBook({}));
+        const nonce = this.safeInteger(storedOrderBook, 'nonce');
+        if (nonce === undefined) {
+            let cacheLength = 0;
+            if (storedOrderBook !== undefined) {
+                cacheLength = storedOrderBook.cache.length;
+            }
+            const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 10);
+            const waitAmount = isSpot ? snapshotDelay : 0;
+            if (cacheLength === waitAmount) {
+                // max limit is 100
+                const subscription = client.subscriptions[messageHash];
+                const limit = this.safeInteger(subscription, 'limit');
+                this.spawn(this.loadOrderBook, client, messageHash, symbol, limit);
+            }
+            storedOrderBook.cache.push(delta);
+            return;
+        }
+        else if (nonce >= deltaEnd) {
+            return;
+        }
+        else if (nonce >= deltaStart - 1) {
+            this.handleDelta(storedOrderBook, delta);
+        }
+        else {
+            const error = new errors.InvalidNonce(this.id + ' orderbook update has a nonce bigger than u');
+            delete client.subscriptions[messageHash];
+            delete this.orderbooks[symbol];
+            client.reject(error, messageHash);
+        }
+        client.resolve(storedOrderBook, messageHash);
+    }
+    getCacheIndex(orderBook, cache) {
+        const nonce = this.safeInteger(orderBook, 'nonce');
+        const firstDelta = cache[0];
+        const firstDeltaStart = this.safeInteger(firstDelta, 'U');
+        if (nonce < firstDeltaStart) {
+            return -1;
+        }
+        for (let i = 0; i < cache.length; i++) {
+            const delta = cache[i];
+            const deltaStart = this.safeInteger(delta, 'U');
+            const deltaEnd = this.safeInteger(delta, 'u');
+            if ((nonce >= deltaStart - 1) && (nonce < deltaEnd)) {
+                return i;
+            }
+        }
+        return cache.length;
+    }
+    handleBidAsks(bookSide, bidAsks) {
+        for (let i = 0; i < bidAsks.length; i++) {
+            const bidAsk = bidAsks[i];
+            if (Array.isArray(bidAsk)) {
+                bookSide.storeArray(this.parseBidAsk(bidAsk));
+            }
+            else {
+                const price = this.safeFloat(bidAsk, 'p');
+                const amount = this.safeFloat(bidAsk, 's');
+                bookSide.store(price, amount);
+            }
+        }
+    }
+    handleDelta(orderbook, delta) {
+        const timestamp = this.safeInteger(delta, 't');
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        orderbook['nonce'] = this.safeInteger(delta, 'u');
+        const bids = this.safeValue(delta, 'b', []);
+        const asks = this.safeValue(delta, 'a', []);
+        const storedBids = orderbook['bids'];
+        const storedAsks = orderbook['asks'];
+        this.handleBidAsks(storedBids, bids);
+        this.handleBidAsks(storedAsks, asks);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name gate#watchTicker
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+         * @param {string} symbol unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const marketId = market['id'];
+        const url = this.getUrlByMarket(market);
+        const messageType = this.getTypeByMarket(market);
+        const [topic, query] = this.handleOptionAndParams(params, 'watchTicker', 'name', 'tickers');
+        const channel = messageType + '.' + topic;
+        const messageHash = 'ticker:' + symbol;
+        const payload = [marketId];
+        return await this.subscribePublic(url, messageHash, payload, channel, query);
+    }
+    async watchTickers(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#watchTickers
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+         * @param {string[]} symbols unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        if (symbols === undefined) {
+            throw new errors.ArgumentsRequired(this.id + ' watchTickers requires symbols');
+        }
+        const market = this.market(symbols[0]);
+        const messageType = this.getTypeByMarket(market);
+        const marketIds = this.marketIds(symbols);
+        const [topic, query] = this.handleOptionAndParams(params, 'watchTicker', 'method', 'tickers');
+        const channel = messageType + '.' + topic;
+        const messageHash = 'tickers';
+        const url = this.getUrlByMarket(market);
+        const ticker = await this.subscribePublic(url, messageHash, marketIds, channel, query);
+        let result = {};
+        if (this.newUpdates) {
+            result[ticker['symbol']] = ticker;
+        }
+        else {
+            result = this.tickers;
+        }
+        return this.filterByArray(result, 'symbol', symbols, true);
+    }
+    handleTicker(client, message) {
+        //
+        //    {
+        //        "time": 1649326221,
+        //        "channel": "spot.tickers",
+        //        "event": "update",
+        //        "result": {
+        //          "currency_pair": "BTC_USDT",
+        //          "last": "43444.82",
+        //          "lowest_ask": "43444.82",
+        //          "highest_bid": "43444.81",
+        //          "change_percentage": "-4.0036",
+        //          "base_volume": "5182.5412425462",
+        //          "quote_volume": "227267634.93123952",
+        //          "high_24h": "47698",
+        //          "low_24h": "42721.03"
+        //        }
+        //    }
+        //    {
+        //        "time": 1671363004,
+        //        "time_ms": 1671363004235,
+        //        "channel": "spot.book_ticker",
+        //        "event": "update",
+        //        "result": {
+        //          "t": 1671363004228,
+        //          "u": 9793320464,
+        //          "s": "BTC_USDT",
+        //          "b": "16716.8",
+        //          "B": "0.0134",
+        //          "a": "16716.9",
+        //          "A": "0.0353"
+        //        }
+        //    }
+        //
+        const channel = this.safeString(message, 'channel');
+        const parts = channel.split('.');
+        const rawMarketType = this.safeString(parts, 0);
+        const marketType = (rawMarketType === 'futures') ? 'contract' : 'spot';
+        let result = this.safeValue(message, 'result');
+        if (!Array.isArray(result)) {
+            result = [result];
+        }
+        for (let i = 0; i < result.length; i++) {
+            const ticker = result[i];
+            const marketId = this.safeString(ticker, 's');
+            const market = this.safeMarket(marketId, undefined, '_', marketType);
+            const parsed = this.parseTicker(ticker, market);
+            const symbol = parsed['symbol'];
+            this.tickers[symbol] = parsed;
+            const messageHash = 'ticker:' + symbol;
+            client.resolve(parsed, messageHash);
+            client.resolve(parsed, 'tickers');
+        }
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        return await this.watchTradesForSymbols([symbol], since, limit, params);
+    }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#watchTradesForSymbols
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const marketIds = this.marketIds(symbols);
+        const market = this.market(symbols[0]);
+        const messageType = this.getTypeByMarket(market);
+        const channel = messageType + '.trades';
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            messageHashes.push('trades:' + symbol);
+        }
+        const url = this.getUrlByMarket(market);
+        const trades = await this.subscribePublicMultiple(url, messageHashes, marketIds, channel, params);
+        if (this.newUpdates) {
+            const first = this.safeValue(trades, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = trades.getLimit(tradeSymbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        // {
+        //     "time": 1648725035,
+        //     "channel": "spot.trades",
+        //     "event": "update",
+        //     "result": [{
+        //       "id": 3130257995,
+        //       "create_time": 1648725035,
+        //       "create_time_ms": "1648725035923.0",
+        //       "side": "sell",
+        //       "currency_pair": "LTC_USDT",
+        //       "amount": "0.0116",
+        //       "price": "130.11"
+        //     }]
+        // }
+        //
+        let result = this.safeValue(message, 'result');
+        if (!Array.isArray(result)) {
+            result = [result];
+        }
+        const parsedTrades = this.parseTrades(result);
+        for (let i = 0; i < parsedTrades.length; i++) {
+            const trade = parsedTrades[i];
+            const symbol = trade['symbol'];
+            let cachedTrades = this.safeValue(this.trades, symbol);
+            if (cachedTrades === undefined) {
+                const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+                cachedTrades = new Cache.ArrayCache(limit);
+                this.trades[symbol] = cachedTrades;
+            }
+            cachedTrades.append(trade);
+            const hash = 'trades:' + symbol;
+            client.resolve(cachedTrades, hash);
+        }
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#watchOHLCV
+         * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+         * @param {string} timeframe the length of time each candle represents
+         * @param {int} [since] timestamp in ms of the earliest candle to fetch
+         * @param {int} [limit] the maximum amount of candles to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const marketId = market['id'];
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const messageType = this.getTypeByMarket(market);
+        const channel = messageType + '.candlesticks';
+        const messageHash = 'candles:' + interval + ':' + market['symbol'];
+        const url = this.getUrlByMarket(market);
+        const payload = [interval, marketId];
+        const ohlcv = await this.subscribePublic(url, messageHash, payload, channel, params);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        // {
+        //     "time": 1606292600,
+        //     "channel": "spot.candlesticks",
+        //     "event": "update",
+        //     "result": {
+        //       "t": "1606292580", // total volume
+        //       "v": "2362.32035", // volume
+        //       "c": "19128.1", // close
+        //       "h": "19128.1", // high
+        //       "l": "19128.1", // low
+        //       "o": "19128.1", // open
+        //       "n": "1m_BTC_USDT" // sub
+        //     }
+        //   }
+        //
+        const channel = this.safeString(message, 'channel');
+        const channelParts = channel.split('.');
+        const rawMarketType = this.safeString(channelParts, 0);
+        const marketType = (rawMarketType === 'spot') ? 'spot' : 'contract';
+        let result = this.safeValue(message, 'result');
+        if (!Array.isArray(result)) {
+            result = [result];
+        }
+        const marketIds = {};
+        for (let i = 0; i < result.length; i++) {
+            const ohlcv = result[i];
+            const subscription = this.safeString(ohlcv, 'n', '');
+            const parts = subscription.split('_');
+            const timeframe = this.safeString(parts, 0);
+            const timeframeId = this.findTimeframe(timeframe);
+            const prefix = timeframe + '_';
+            const marketId = subscription.replace(prefix, '');
+            const symbol = this.safeSymbol(marketId, undefined, '_', marketType);
+            const parsed = this.parseOHLCV(ohlcv);
+            this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
+            let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
+            if (stored === undefined) {
+                const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+                stored = new Cache.ArrayCacheByTimestamp(limit);
+                this.ohlcvs[symbol][timeframeId] = stored;
+            }
+            stored.append(parsed);
+            marketIds[symbol] = timeframe;
+        }
+        const keys = Object.keys(marketIds);
+        for (let i = 0; i < keys.length; i++) {
+            const symbol = keys[i];
+            const timeframe = marketIds[symbol];
+            const interval = this.findTimeframe(timeframe);
+            const hash = 'candles' + ':' + interval + ':' + symbol;
+            const stored = this.safeValue(this.ohlcvs[symbol], interval);
+            client.resolve(stored, hash);
+        }
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#watchMyTrades
+         * @description watches information on multiple trades made by the user
+         * @param {string} symbol unified market symbol of the market trades were made in
+         * @param {int} [since] the earliest time in ms to fetch trades for
+         * @param {int} [limit] the maximum number of trade structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        await this.loadMarkets();
+        let subType = undefined;
+        let type = undefined;
+        let marketId = '!' + 'all';
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            marketId = market['id'];
+        }
+        [type, params] = this.handleMarketTypeAndParams('watchMyTrades', market, params);
+        [subType, params] = this.handleSubTypeAndParams('watchMyTrades', market, params);
+        const messageType = this.getSupportedMapping(type, {
+            'spot': 'spot',
+            'margin': 'spot',
+            'future': 'futures',
+            'swap': 'futures',
+            'option': 'options',
+        });
+        const channel = messageType + '.usertrades';
+        let messageHash = 'myTrades';
+        if (symbol !== undefined) {
+            messageHash += ':' + symbol;
+        }
+        const isInverse = (subType === 'inverse');
+        const url = this.getUrlByMarketType(type, isInverse);
+        const payload = [marketId];
+        // uid required for non spot markets
+        const requiresUid = (type !== 'spot');
+        const trades = await this.subscribePrivate(url, messageHash, payload, channel, params, requiresUid);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleMyTrades(client, message) {
+        //
+        // {
+        //     "time": 1543205083,
+        //     "channel": "futures.usertrades",
+        //     "event": "update",
+        //     "error": null,
+        //     "result": [
+        //       {
+        //         "id": "3335259",
+        //         "create_time": 1628736848,
+        //         "create_time_ms": 1628736848321,
+        //         "contract": "BTC_USD",
+        //         "order_id": "4872460",
+        //         "size": 1,
+        //         "price": "40000.4",
+        //         "role": "maker"
+        //       }
+        //     ]
+        // }
+        //
+        const result = this.safeValue(message, 'result', []);
+        const tradesLength = result.length;
+        if (tradesLength === 0) {
+            return;
+        }
+        let cachedTrades = this.myTrades;
+        if (cachedTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            cachedTrades = new Cache.ArrayCacheBySymbolById(limit);
+            this.myTrades = cachedTrades;
+        }
+        const parsed = this.parseTrades(result);
+        const marketIds = {};
+        for (let i = 0; i < parsed.length; i++) {
+            const trade = parsed[i];
+            cachedTrades.append(trade);
+            const symbol = trade['symbol'];
+            marketIds[symbol] = true;
+        }
+        const keys = Object.keys(marketIds);
+        for (let i = 0; i < keys.length; i++) {
+            const market = keys[i];
+            const hash = 'myTrades:' + market;
+            client.resolve(cachedTrades, hash);
+        }
+        client.resolve(cachedTrades, 'myTrades');
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name gate#watchBalance
+         * @description watch balance and get the amount of funds available for trading or funds locked in orders
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+         */
+        await this.loadMarkets();
+        let type = undefined;
+        let subType = undefined;
+        [type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
+        [subType, params] = this.handleSubTypeAndParams('watchBalance', undefined, params);
+        const isInverse = (subType === 'inverse');
+        const url = this.getUrlByMarketType(type, isInverse);
+        const requiresUid = (type !== 'spot');
+        const channelType = this.getSupportedMapping(type, {
+            'spot': 'spot',
+            'margin': 'spot',
+            'future': 'futures',
+            'swap': 'futures',
+            'option': 'options',
+        });
+        const channel = channelType + '.balances';
+        const messageHash = type + '.balance';
+        return await this.subscribePrivate(url, messageHash, undefined, channel, params, requiresUid);
+    }
+    handleBalance(client, message) {
+        //
+        // spot order fill
+        //   {
+        //       "time": 1653664351,
+        //       "channel": "spot.balances",
+        //       "event": "update",
+        //       "result": [
+        //         {
+        //           "timestamp": "1653664351",
+        //           "timestamp_ms": "1653664351017",
+        //           "user": "10406147",
+        //           "currency": "LTC",
+        //           "change": "-0.0002000000000000",
+        //           "total": "0.09986000000000000000",
+        //           "available": "0.09986000000000000000"
+        //         }
+        //       ]
+        //   }
+        //
+        // account transfer
+        //
+        //    {
+        //        "id": null,
+        //        "time": 1653665088,
+        //        "channel": "futures.balances",
+        //        "event": "update",
+        //        "error": null,
+        //        "result": [
+        //          {
+        //            "balance": 25.035008537,
+        //            "change": 25,
+        //            "text": "-",
+        //            "time": 1653665088,
+        //            "time_ms": 1653665088286,
+        //            "type": "dnw",
+        //            "user": "10406147"
+        //          }
+        //        ]
+        //   }
+        //
+        // swap order fill
+        //   {
+        //       "id": null,
+        //       "time": 1653665311,
+        //       "channel": "futures.balances",
+        //       "event": "update",
+        //       "error": null,
+        //       "result": [
+        //         {
+        //           "balance": 20.031873037,
+        //           "change": -0.0031355,
+        //           "text": "LTC_USDT:165551103273",
+        //           "time": 1653665311,
+        //           "time_ms": 1653665311437,
+        //           "type": "fee",
+        //           "user": "10406147"
+        //         }
+        //       ]
+        //   }
+        //
+        const result = this.safeValue(message, 'result', []);
+        const timestamp = this.safeInteger(message, 'time_ms');
+        this.balance['info'] = result;
+        this.balance['timestamp'] = timestamp;
+        this.balance['datetime'] = this.iso8601(timestamp);
+        for (let i = 0; i < result.length; i++) {
+            const rawBalance = result[i];
+            const account = this.account();
+            const currencyId = this.safeString(rawBalance, 'currency', 'USDT'); // when not present it is USDT
+            const code = this.safeCurrencyCode(currencyId);
+            account['free'] = this.safeString(rawBalance, 'available');
+            account['total'] = this.safeString2(rawBalance, 'total', 'balance');
+            this.balance[code] = account;
+        }
+        const channel = this.safeString(message, 'channel');
+        const parts = channel.split('.');
+        const rawType = this.safeString(parts, 0);
+        const channelType = this.getSupportedMapping(rawType, {
+            'spot': 'spot',
+            'futures': 'swap',
+            'options': 'option',
+        });
+        const messageHash = channelType + '.balance';
+        this.balance = this.safeBalance(this.balance);
+        client.resolve(this.balance, messageHash);
+    }
+    async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#watchPositions
+         * @see https://www.gate.io/docs/developers/futures/ws/en/#positions-subscription
+         * @see https://www.gate.io/docs/developers/delivery/ws/en/#positions-subscription
+         * @see https://www.gate.io/docs/developers/options/ws/en/#positions-channel
+         * @description watch all open positions
+         * @param {string[]|undefined} symbols list of unified market symbols
+         * @param {object} params extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
+         */
+        await this.loadMarkets();
+        let market = undefined;
+        symbols = this.marketSymbols(symbols);
+        const payload = ['!' + 'all'];
+        if (!this.isEmpty(symbols)) {
+            market = this.getMarketFromSymbols(symbols);
+        }
+        let type = undefined;
+        let query = undefined;
+        [type, query] = this.handleMarketTypeAndParams('watchPositions', market, params);
+        if (type === 'spot') {
+            type = 'swap';
+        }
+        const typeId = this.getSupportedMapping(type, {
+            'future': 'futures',
+            'swap': 'futures',
+            'option': 'options',
+        });
+        let messageHash = type + ':positions';
+        if (!this.isEmpty(symbols)) {
+            messageHash += '::' + symbols.join(',');
+        }
+        const channel = typeId + '.positions';
+        let subType = undefined;
+        [subType, query] = this.handleSubTypeAndParams('watchPositions', market, query);
+        const isInverse = (subType === 'inverse');
+        const url = this.getUrlByMarketType(type, isInverse);
+        const client = this.client(url);
+        this.setPositionsCache(client, type, symbols);
+        const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
+        const awaitPositionsSnapshot = this.safeValue('watchPositions', 'awaitPositionsSnapshot', true);
+        const cache = this.safeValue(this.positions, type);
+        if (fetchPositionsSnapshot && awaitPositionsSnapshot && cache === undefined) {
+            return await client.future(type + ':fetchPositionsSnapshot');
+        }
+        const positions = await this.subscribePrivate(url, messageHash, payload, channel, query, true);
+        if (this.newUpdates) {
+            return positions;
+        }
+        return this.filterBySymbolsSinceLimit(this.positions[type], symbols, since, limit, true);
+    }
+    setPositionsCache(client, type, symbols = undefined) {
+        if (this.positions === undefined) {
+            this.positions = {};
+        }
+        if (type in this.positions) {
+            return;
+        }
+        const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', false);
+        if (fetchPositionsSnapshot) {
+            const messageHash = type + ':fetchPositionsSnapshot';
+            if (!(messageHash in client.futures)) {
+                client.future(messageHash);
+                this.spawn(this.loadPositionsSnapshot, client, messageHash, type);
+            }
+        }
+        else {
+            this.positions[type] = new Cache.ArrayCacheBySymbolBySide();
+        }
+    }
+    async loadPositionsSnapshot(client, messageHash, type) {
+        const positions = await this.fetchPositions(undefined, { 'type': type });
+        this.positions[type] = new Cache.ArrayCacheBySymbolBySide();
+        const cache = this.positions[type];
+        for (let i = 0; i < positions.length; i++) {
+            const position = positions[i];
+            cache.append(position);
+        }
+        // don't remove the future from the .futures cache
+        const future = client.futures[messageHash];
+        future.resolve(cache);
+        client.resolve(cache, type + ':position');
+    }
+    handlePositions(client, message) {
+        //
+        //    {
+        //        time: 1693158497,
+        //        time_ms: 1693158497204,
+        //        channel: 'futures.positions',
+        //        event: 'update',
+        //        result: [{
+        //            contract: 'XRP_USDT',
+        //            cross_leverage_limit: 0,
+        //            entry_price: 0.5253,
+        //            history_pnl: 0,
+        //            history_point: 0,
+        //            last_close_pnl: 0,
+        //            leverage: 0,
+        //            leverage_max: 50,
+        //            liq_price: 0.0361,
+        //            maintenance_rate: 0.01,
+        //            margin: 4.89609962852,
+        //            mode: 'single',
+        //            realised_pnl: -0.0026265,
+        //            realised_point: 0,
+        //            risk_limit: 500000,
+        //            size: 1,
+        //            time: 1693158497,
+        //            time_ms: 1693158497195,
+        //            update_id: 1,
+        //            user: '10444586'
+        //        }]
+        //    }
+        //
+        const type = this.getMarketTypeByUrl(client.url);
+        const data = this.safeValue(message, 'result', []);
+        const cache = this.positions[type];
+        const newPositions = [];
+        for (let i = 0; i < data.length; i++) {
+            const rawPosition = data[i];
+            const position = this.parsePosition(rawPosition);
+            newPositions.push(position);
+            cache.append(position);
+        }
+        const messageHashes = this.findMessageHashes(client, type + ':positions::');
+        for (let i = 0; i < messageHashes.length; i++) {
+            const messageHash = messageHashes[i];
+            const parts = messageHash.split('::');
+            const symbolsString = parts[1];
+            const symbols = symbolsString.split(',');
+            const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
+            if (!this.isEmpty(positions)) {
+                client.resolve(positions, messageHash);
+            }
+        }
+        client.resolve(newPositions, type + ':positions');
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#watchOrders
+         * @description watches information on multiple orders made by the user
+         * @param {string} symbol unified market symbol of the market orders were made in
+         * @param {int} [since] the earliest time in ms to fetch orders for
+         * @param {int} [limit] the maximum number of order structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.type] spot, margin, swap, future, or option. Required if listening to all symbols.
+         * @param {boolean} [params.isInverse] if future, listen to inverse or linear contracts
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
+         */
+        await this.loadMarkets();
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            symbol = market['symbol'];
+        }
+        let type = undefined;
+        let query = undefined;
+        [type, query] = this.handleMarketTypeAndParams('watchOrders', market, params);
+        const typeId = this.getSupportedMapping(type, {
+            'spot': 'spot',
+            'margin': 'spot',
+            'future': 'futures',
+            'swap': 'futures',
+            'option': 'options',
+        });
+        const channel = typeId + '.orders';
+        let messageHash = 'orders';
+        let payload = ['!' + 'all'];
+        if (symbol !== undefined) {
+            messageHash += ':' + market['id'];
+            payload = [market['id']];
+        }
+        let subType = undefined;
+        [subType, query] = this.handleSubTypeAndParams('watchOrders', market, query);
+        const isInverse = (subType === 'inverse');
+        const url = this.getUrlByMarketType(type, isInverse);
+        // uid required for non spot markets
+        const requiresUid = (type !== 'spot');
+        const orders = await this.subscribePrivate(url, messageHash, payload, channel, query, requiresUid);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
+    }
+    handleOrder(client, message) {
+        //
+        // {
+        //     "time": 1605175506,
+        //     "channel": "spot.orders",
+        //     "event": "update",
+        //     "result": [
+        //       {
+        //         "id": "30784435",
+        //         "user": 123456,
+        //         "text": "t-abc",
+        //         "create_time": "1605175506",
+        //         "create_time_ms": "1605175506123",
+        //         "update_time": "1605175506",
+        //         "update_time_ms": "1605175506123",
+        //         "event": "put",
+        //         "currency_pair": "BTC_USDT",
+        //         "type": "limit",
+        //         "account": "spot",
+        //         "side": "sell",
+        //         "amount": "1",
+        //         "price": "10001",
+        //         "time_in_force": "gtc",
+        //         "left": "1",
+        //         "filled_total": "0",
+        //         "fee": "0",
+        //         "fee_currency": "USDT",
+        //         "point_fee": "0",
+        //         "gt_fee": "0",
+        //         "gt_discount": true,
+        //         "rebated_fee": "0",
+        //         "rebated_fee_currency": "USDT"
+        //       }
+        //     ]
+        // }
+        //
+        const orders = this.safeValue(message, 'result', []);
+        const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+        if (this.orders === undefined) {
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const stored = this.orders;
+        const marketIds = {};
+        const parsedOrders = this.parseOrders(orders);
+        for (let i = 0; i < parsedOrders.length; i++) {
+            const parsed = parsedOrders[i];
+            // inject order status
+            const info = this.safeValue(parsed, 'info');
+            const event = this.safeString(info, 'event');
+            if (event === 'put' || event === 'update') {
+                parsed['status'] = 'open';
+            }
+            else if (event === 'finish') {
+                const status = this.safeString(parsed, 'status');
+                if (status === undefined) {
+                    const left = this.safeNumber(info, 'left');
+                    parsed['status'] = (left === 0) ? 'closed' : 'canceled';
+                }
+            }
+            stored.append(parsed);
+            const symbol = parsed['symbol'];
+            const market = this.market(symbol);
+            marketIds[market['id']] = true;
+        }
+        const keys = Object.keys(marketIds);
+        for (let i = 0; i < keys.length; i++) {
+            const messageHash = 'orders:' + keys[i];
+            client.resolve(this.orders, messageHash);
+        }
+        client.resolve(this.orders, 'orders');
+    }
+    handleErrorMessage(client, message) {
+        // {
+        //     "time": 1647274664,
+        //     "channel": "futures.orders",
+        //     "event": "subscribe",
+        //     "error": { code: 2, message: "unknown contract BTC_USDT_20220318" },
+        // }
+        // {
+        //     "time": 1647276473,
+        //     "channel": "futures.orders",
+        //     "event": "subscribe",
+        //     "error": {
+        //       "code": 4,
+        //       "message": "{"label":"INVALID_KEY","message":"Invalid key provided"}\n"
+        //     },
+        //     "result": null
+        //   }
+        const error = this.safeValue(message, 'error');
+        const code = this.safeInteger(error, 'code');
+        const id = this.safeString(message, 'id');
+        if (id === undefined) {
+            return false;
+        }
+        if (code !== undefined) {
+            const messageHash = this.safeString(client.subscriptions, id);
+            if (messageHash !== undefined) {
+                try {
+                    this.throwExactlyMatchedException(this.exceptions['ws']['exact'], code, this.json(message));
+                }
+                catch (e) {
+                    client.reject(e, messageHash);
+                    if (messageHash in client.subscriptions) {
+                        delete client.subscriptions[messageHash];
+                    }
+                }
+            }
+            delete client.subscriptions[id];
+            return true;
+        }
+        return false;
+    }
+    handleBalanceSubscription(client, message, subscription = undefined) {
+        this.balance = {};
+    }
+    handleSubscriptionStatus(client, message) {
+        const channel = this.safeString(message, 'channel');
+        const methods = {
+            'balance': this.handleBalanceSubscription,
+            'spot.order_book_update': this.handleOrderBookSubscription,
+            'futures.order_book_update': this.handleOrderBookSubscription,
+        };
+        const id = this.safeString(message, 'id');
+        if (channel in methods) {
+            const subscriptionHash = this.safeString(client.subscriptions, id);
+            const subscription = this.safeValue(client.subscriptions, subscriptionHash);
+            const method = methods[channel];
+            method.call(this, client, message, subscription);
+        }
+        if (id in client.subscriptions) {
+            delete client.subscriptions[id];
+        }
+    }
+    handleMessage(client, message) {
+        //
+        // subscribe
+        //    {
+        //        "time": 1649062304,
+        //        "id": 1649062303,
+        //        "channel": "spot.candlesticks",
+        //        "event": "subscribe",
+        //        "result": { status: "success" }
+        //    }
+        //
+        // candlestick
+        //    {
+        //        "time": 1649063328,
+        //        "channel": "spot.candlesticks",
+        //        "event": "update",
+        //        "result": {
+        //          "t": "1649063280",
+        //          "v": "58932.23174896",
+        //          "c": "45966.47",
+        //          "h": "45997.24",
+        //          "l": "45966.47",
+        //          "o": "45975.18",
+        //          "n": "1m_BTC_USDT",
+        //          "a": "1.281699"
+        //        }
+        //     }
+        //
+        //  orders
+        //   {
+        //       "time": 1630654851,
+        //       "channel": "options.orders", or futures.orders or spot.orders
+        //       "event": "update",
+        //       "result": [
+        //          {
+        //             "contract": "BTC_USDT-20211130-65000-C",
+        //             "create_time": 1637897000,
+        //               (...)
+        //       ]
+        //   }
+        // orderbook
+        //   {
+        //       "time": 1649770525,
+        //       "channel": "spot.order_book_update",
+        //       "event": "update",
+        //       "result": {
+        //         "t": 1649770525653,
+        //         "e": "depthUpdate",
+        //         "E": 1649770525,
+        //         "s": "LTC_USDT",
+        //         "U": 2622525645,
+        //         "u": 2622525665,
+        //         "b": [
+        //           [Array], [Array],
+        //           [Array], [Array],
+        //           [Array], [Array],
+        //           [Array], [Array],
+        //           [Array], [Array],
+        //           [Array]
+        //         ],
+        //         "a": [
+        //           [Array], [Array],
+        //           [Array], [Array],
+        //           [Array], [Array],
+        //           [Array], [Array],
+        //           [Array], [Array],
+        //           [Array]
+        //         ]
+        //       }
+        //     }
+        //
+        // balance update
+        //
+        //    {
+        //        "time": 1653664351,
+        //        "channel": "spot.balances",
+        //        "event": "update",
+        //        "result": [
+        //          {
+        //            "timestamp": "1653664351",
+        //            "timestamp_ms": "1653664351017",
+        //            "user": "10406147",
+        //            "currency": "LTC",
+        //            "change": "-0.0002000000000000",
+        //            "total": "0.09986000000000000000",
+        //            "available": "0.09986000000000000000"
+        //          }
+        //        ]
+        //    }
+        //
+        if (this.handleErrorMessage(client, message)) {
+            return;
+        }
+        const event = this.safeString(message, 'event');
+        if (event === 'subscribe') {
+            this.handleSubscriptionStatus(client, message);
+            return;
+        }
+        const channel = this.safeString(message, 'channel', '');
+        const channelParts = channel.split('.');
+        const channelType = this.safeValue(channelParts, 1);
+        const v4Methods = {
+            'usertrades': this.handleMyTrades,
+            'candlesticks': this.handleOHLCV,
+            'orders': this.handleOrder,
+            'positions': this.handlePositions,
+            'tickers': this.handleTicker,
+            'book_ticker': this.handleTicker,
+            'trades': this.handleTrades,
+            'order_book_update': this.handleOrderBook,
+            'balances': this.handleBalance,
+        };
+        const method = this.safeValue(v4Methods, channelType);
+        if (method !== undefined) {
+            method.call(this, client, message);
+        }
+    }
+    getUrlByMarket(market) {
+        const baseUrl = this.urls['api'][market['type']];
+        if (market['contract']) {
+            return market['linear'] ? baseUrl['usdt'] : baseUrl['btc'];
+        }
+        else {
+            return baseUrl;
+        }
+    }
+    getTypeByMarket(market) {
+        if (market['spot']) {
+            return 'spot';
+        }
+        else if (market['option']) {
+            return 'options';
+        }
+        else {
+            return 'futures';
+        }
+    }
+    getUrlByMarketType(type, isInverse = false) {
+        const api = this.urls['api'];
+        const url = api[type];
+        if ((type === 'swap') || (type === 'future')) {
+            return isInverse ? url['btc'] : url['usdt'];
+        }
+        else {
+            return url;
+        }
+    }
+    getMarketTypeByUrl(url) {
+        const findBy = {
+            'op-': 'option',
+            'delivery': 'future',
+            'fx': 'swap',
+        };
+        const keys = Object.keys(findBy);
+        for (let i = 0; i < keys.length; i++) {
+            const key = keys[i];
+            const value = findBy[key];
+            if (url.indexOf(key) >= 0) {
+                return value;
+            }
+        }
+        return 'spot';
+    }
+    requestId() {
+        // their support said that reqid must be an int32, not documented
+        const reqid = this.sum(this.safeInteger(this.options, 'reqid', 0), 1);
+        this.options['reqid'] = reqid;
+        return reqid;
+    }
+    async subscribePublic(url, messageHash, payload, channel, params = {}, subscription = undefined) {
+        const requestId = this.requestId();
+        const time = this.seconds();
+        const request = {
+            'id': requestId,
+            'time': time,
+            'channel': channel,
+            'event': 'subscribe',
+            'payload': payload,
+        };
+        if (subscription !== undefined) {
+            const client = this.client(url);
+            if (!(messageHash in client.subscriptions)) {
+                const tempSubscriptionHash = requestId.toString();
+                client.subscriptions[tempSubscriptionHash] = messageHash;
+            }
+        }
+        const message = this.extend(request, params);
+        return await this.watch(url, messageHash, message, messageHash, subscription);
+    }
+    async subscribePublicMultiple(url, messageHashes, payload, channel, params = {}) {
+        const requestId = this.requestId();
+        const time = this.seconds();
+        const request = {
+            'id': requestId,
+            'time': time,
+            'channel': channel,
+            'event': 'subscribe',
+            'payload': payload,
+        };
+        const message = this.extend(request, params);
+        return await this.watchMultiple(url, messageHashes, message, messageHashes);
+    }
+    async subscribePrivate(url, messageHash, payload, channel, params, requiresUid = false) {
+        this.checkRequiredCredentials();
+        // uid is required for some subscriptions only so it's not a part of required credentials
+        if (requiresUid) {
+            if (this.uid === undefined || this.uid.length === 0) {
+                throw new errors.ArgumentsRequired(this.id + ' requires uid to subscribe');
+            }
+            const idArray = [this.uid];
+            if (payload === undefined) {
+                payload = idArray;
+            }
+            else {
+                payload = this.arrayConcat(idArray, payload);
+            }
+        }
+        const time = this.seconds();
+        const event = 'subscribe';
+        const signaturePayload = 'channel=' + channel + '&' + 'event=' + event + '&' + 'time=' + time.toString();
+        const signature = this.hmac(this.encode(signaturePayload), this.encode(this.secret), sha512.sha512, 'hex');
+        const auth = {
+            'method': 'api_key',
+            'KEY': this.apiKey,
+            'SIGN': signature,
+        };
+        const requestId = this.requestId();
+        const request = {
+            'id': requestId,
+            'time': time,
+            'channel': channel,
+            'event': 'subscribe',
+            'auth': auth,
+        };
+        if (payload !== undefined) {
+            request['payload'] = payload;
+        }
+        const client = this.client(url);
+        if (!(messageHash in client.subscriptions)) {
+            const tempSubscriptionHash = requestId.toString();
+            // in case of authenticationError we will throw
+            client.subscriptions[tempSubscriptionHash] = messageHash;
+        }
+        const message = this.extend(request, params);
+        return await this.watch(url, messageHash, message, messageHash);
+    }
+}
+
+module.exports = gate;